Firstly what’s the difference between finishing powder, HD powder, setting powder, pressed powder and loose powder?
To begin: pressed and loose powders are sisters, not twins.
Loose powder comes in a jar, has smaller particles (and therefore a finer consistency), and usually give lightweight coverage. They’re also messy and hard to transport, so these guys are meant to stay at home.
Pressed powder comes in a compact and contains ingredients used to turn the product into a semi-solid. These are usually things like silicones and waxes, so if your skin is annoyed by that stuff, you may have a hard time with pressed powder. Because the particles are slightly bigger and contain these stick-together ingredients, applying too much pressed powder can result in a cake-y appearance. Using a little as a touch-up throughout the day, though, is quick and easy.
The difference between setting powder and finishing powder is a little nebulous. Many companies use these terms interchangeably, so it’s partially a matter of marketing.
Setting powder is what we think of as classic powder--it goes on after your foundation to get rid of shine and "set" it so that it lasts a long time. It can be tinted to match your skin or translucent.
Finishing powder is generally used AFTER setting powder to blur fine lines and pores, giving you an extra-perfect look. It’s best for situations where you’re going to be photographed a lot, rather than an essential step for everyday makeup. These powders are white.
If you’re going to be dealing with powerful cameras and flashes, you'll need to be careful with finishing powders. If you use too much or don't blend well, you can look like you fell face-down in a bucket of baby powder. This is because the light from the flash can bounce off certain ingredients, causing the dreaded chalky-white FLASHBACK.
But for normal life, applying a finishing powder as a setting powder won’t have terrible consequences if you use a little and blend it well.
HD powders are usually finishing powders. They are so named because makeup artists working on TV and movies that shoot in high definition found that other powders read as too heavy on film
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Find out more on http://www.xovain.com/makeup/the-difference-between-finishing-powder-and-setting-powder